The phrase "They came in their numbers" is grammatically correct, but its meaning might be more clear in context. It typically suggests that a group of people arrived in large quantities or as a large contingent.
Here are a few rephrased options:
1. "They arrived in large numbers."
2. "They showed up in significant numbers."
3. "They came in large groups."
4. "They came in great numbers."
Each of these alternatives maintains the original